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V-Lab

Spritzer BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.93% (-1.95%)
Analysis last updated: Tuesday, February 10, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Spritzer BHD SGARCH
paramt-stat
ω1.74974.14
α0.16196.80
β0.52627.31
γ10.11350.81
γ2-0.2271-1.11
γ30.18991.37
γ4-0.1540-1.36
γ50.11941.15
γ60.08870.69
γ7-0.3561-2.53
γ80.50564.25
γ9-0.4376-2.20
Estimation Period:
Aug 19, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts